Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47330.94 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45935.97 Kr¶

PnL: ---------------------------------------> -952.6 Kr¶

DD now: ---------------------------------> -2.671 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:35:29.265433'

Anic Portfolio¶

Today¶

Return: -1.294 %¶

This Week¶

Return: -1.215 %¶

Total¶

Return: 54.949 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.380000 2779.000000 143.000000 5.420000 2636.000010
Beijer Electronics Group 26 -1.180000 3057.600000 86.600000 2.910000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.210000 3414.400000 37.400000 1.110000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -0.050000 390.700000 35.700000 10.060000 355.000000
Corem Property Group B 59 -1.710000 611.830000 34.830000 6.040000 576.999999
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
AcadeMedia 12 -3.750000 584.400000 27.400000 4.920000 557.000004
Resurs Holding 22 -2.130000 596.420000 22.420000 3.910000 573.999998
HMS Networks 2 -3.210000 688.000000 15.000000 2.230000 673.000000
Swedbank A 3 -0.460000 578.400000 14.400000 2.550000 564.000000
Securitas B 6 -1.020000 582.600000 12.600000 2.210000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -1.040000 533.400000 5.400000 1.020000 527.999997
Coor Service Management Hold. 8 -1.180000 535.600000 3.600000 0.680000 532.000000
Boozt 12 -2.330000 1657.200000 3.200000 0.190000 1653.999996
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
Nordea Bank Abp 29 0.050000 3456.220000 2.220000 0.060000 3453.999992
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Intrum 4 -3.630000 525.600000 -1.400000 -0.270000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Essity B 2 -0.930000 555.400000 -18.600000 -3.240000 574.000000
Midsona B 63 -2.200000 561.330000 -21.670000 -3.720000 582.999984
CTEK 13 -1.230000 511.030000 -22.970000 -4.300000 533.999999
Essity A 4 -1.770000 1110.000000 -39.000000 -3.390000 1149.000000
International Petroleum Corp. 5 -1.970000 547.000000 -47.570000 -8.000000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 -0.400000 3568.500000 -187.500000 -4.990000 3756.000001
Fasadgruppen Group 35 0.980000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 -3.230000 1401.300000 -262.700000 -15.790000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45935.970000 -952.600000 -2.67109% 46888.564618

Updated:¶

'2023-01-25 15:35:41.722507'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶